Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.15: Structured Notes

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 27753.57 >5 Yr No 1762.95 91-180 Days L-10 32055.56 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 19722.04 >5 Yr No 1868.95 <7 Days L-11 21797.26 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 28632.30 >5 Yr No 1848.19 31-90 Days L-2 28753.70 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 23097.58 >5 Yr Yes 2247.73 <7 Days L-3 27361.29 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 40873.90 >5 Yr Yes 2099.22 <7 Days L-4 40943.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29734.22 >5 Yr Yes 1894.74 91-180 Days L-5 26624.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4753.45 >5 Yr Yes 201.02 31-90 Days L-6 4590.45 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30256.53 >5 Yr No 1186.08 91-180 Days L-7 34195.14 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39672.08 >5 Yr No 3074.37 7-30 Days L-8 46985.68 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9870.60 >5 Yr Yes 407.53 91-180 Days L-9 9972.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 3492.77 >5 Yr Yes 89.95 31-90 Days LC-1 4032.38 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 35196.90 >5 Yr No 956.93 91-180 Days LC-2 31388.54 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 40672.68 >5 Yr No 1504.71 91-180 Days N-1 41963.33 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4260.32 >5 Yr Yes 51.49 91-180 Days N-2 4822.29 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 23949.36 >5 Yr No 966.09 <7 Days N-3 20620.60 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29818.63 >5 Yr Yes 188.43 91-180 Days N-4 26238.30 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 13718.49 >5 Yr Yes 881.57 <7 Days N-5 14877.10 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 40649.42 >5 Yr Yes 859.61 7-30 Days N-6 43956.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38586.66 >5 Yr No 739.21 31-90 Days N-7 35786.75 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 17540.35 >5 Yr Yes 36.66 91-180 Days P-1 16810.00 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 16971.52 >5 Yr Yes 1559.28 7-30 Days P-2 14711.44 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 17878.84 >5 Yr No 927.78 7-30 Days S-8 17056.41 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 11689.81 >5 Yr Yes 870.56 31-90 Days Y-1 9366.31 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 28865.00 >5 Yr Yes 2814.28 <7 Days Y-2 27468.86 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 7123.28 >5 Yr Yes 597.80 <7 Days Y-3 6389.77 Full No Investment Banking